Cols
1 2 3
-------------
| | 1 | |
| A |---| |
| | 2 | |
|---|---| |
| | | |
| | 1 | 9 |
| B | | |
| |---| |
| | 2 | |
| |---| |
| | 3 | |
|---|---| |
See how restricting on A first, as your first column eliminates more results than restricting on your second column first? It's easier if you picture how the index must be traversed across, column 1, then column 2, etc...you see that lopping off most of the results in the fist pass makes the 2nd step that much faster.
Another case, if you queried on column 3, the optimizer wouldn't even use the index, because it's not helpful at all in narrowing down the result sets. Anytime you're in a query, narrowing down the number of results to deal with before the next step means better performance.
Since the index is also stored this way, there's no backtracking across the index to find the first column when you're querying on it.
In short: No, it's not for show, there are real performance benefits.
